+224.4%
MRK vs NTAP
+650.8%
-426.4%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +8.5% | -9.1% | -1.4% |
| 7D | -4.3% | +7.4% | -11.6% | -5.0% |
| 30D | +8.3% | -1.4% | +9.7% | +8.3% |
| 3M | +20.0% | +24.6% | -4.5% | +16.7% |
| 6M | +25.7% | +105.9% | -80.2% | +14.0% |
| YTD | +38.7% | +88.5% | -49.8% | +27.0% |
| 1Y | +74.7% | +62.1% | +12.6% | +62.8% |
| 3Y | +45.4% | +169.1% | -123.7% | +23.6% |
| 5Y | +129.0% | +141.9% | -12.8% | +95.8% |
| All | +224.4% | +650.8% | -426.4% | +109.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded NTAP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling